VoxEU Column Pre-war data and the inflation hike post Covid-19 Martín Uribe Stephanie Schmitt-Grohé 17 Oct 2022 COVID-19 Inflation
Discussion paper DP13978 Riders on the Storm Òscar Jordà Alan M. Taylor 2 Sep 2019 International Macroeconomics and Finance Macroeconomics and Growth Monetary Economics and Fluctuations E43 E44 E52 E58 F36 N10
Discussion paper DP13042 The Rise and Fall of the Natural Interest Rate Gabriele Fiorentini Gabriel Pérez-Quirós Enrique Sentana 10 Jul 2018 International Macroeconomics and Finance E43 E52 C18 C32
Discussion paper DP11237 The Rational Inattention Filter Bartosz Mackowiak Filip Matějka Mirko Wiederholt 18 Apr 2016 Monetary Economics and Fluctuations C61 D83 E30
Discussion paper DP10417 A spectral EM algorithm for dynamic factor models Enrique Sentana 15 Feb 2015 International Macroeconomics C32 C38 C51
Discussion paper DP9469 Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation Robert Kollmann 12 May 2013 International Macroeconomics C63 C68 E37
Discussion paper DP6043 A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering Lucrezia Reichlin Catherine Doz Domenico Giannone 14 Jan 2007 International Macroeconomics C32 C33 C51
Discussion paper DP5352 Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets Peter C Schotman Ania Zalewska 14 Nov 2005 Financial Economics G14 G15
Discussion paper DP5295 Pooling-based data interpolation and backdating Massimiliano Marcellino 23 Oct 2005 International Macroeconomics C32 C43 C82
Discussion paper DP5037 A Cross-Country Financial Accelerator: Evidence from North America and Europe Mark Taylor Lucio Sarno Ashoka Mody 23 May 2005 International Macroeconomics E32 E51 F36
Discussion paper DP4726 Convergence and Cycles in the Euro Zone Andrew Harvey Vasco Carvalho 23 Nov 2004 International Macroeconomics C32 O40
Discussion paper DP4533 Interpolation and Backdating with A Large Information Set Jerome Henry Massimiliano Marcellino Elena Angelini 23 Oct 2004 International Macroeconomics C32 C43 C82